Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'165 CHF | 507'665 CHF | 98.15% | 98.15% |
07.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'567 CHF | 507'067 CHF | 99.51% | 99.51% |
06.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'517 CHF | 507'017 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'079 CHF | 506'579 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'810 CHF | 506'310 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'249 CHF | 506'749 CHF | 99.25% | 99.25% |
29.04.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'203 CHF | 506'703 CHF | 100.00% | 100.00% |
26.04.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'603 CHF | 506'103 CHF | 99.69% | 99.69% |
25.04.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'234 CHF | 505'734 CHF | 100.00% | 100.00% |
24.04.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'013 CHF | 506'513 CHF | 99.74% | 99.74% |